The Systematic Risk of Global Asset Returns in Times of Crisis : (How) is COVID-19 Different?
Year of publication: |
[2022]
|
---|---|
Authors: | Boudoukh, Jacob ; Liu, Yukun ; Moskowitz, Tobias J. ; Richardson, Matthew P. |
Publisher: |
[S.l.] : SSRN |
Subject: | Coronavirus | Welt | World | Kapitaleinkommen | Capital income | CAPM | Finanzkrise | Financial crisis | Wirtschaftskrise | Economic crisis | Risiko | Risk |
Extent: | 1 Online-Ressource (69 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 4, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.4128178 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Among crises : how businesspeople built expectations of resilience in the face of COVID-19
Sendroiu, Ioana, (2024)
-
Rare disaster risk and the expected equity risk premium
Berkman, Henk, (2017)
-
The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015)
Tam NguyenHuu, (2022)
- More ...
-
Identifying Shocks to Systematic Risk in Times of Crisis
Boudoukh, Jacob, (2024)
-
The myth of long-horizon predictability
Boudoukh, Jacob, (2008)
-
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob, (2007)
- More ...